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~institution:"Centre for Analytical Finance <Århus>"
~source:"econis"
~subject:"Forecasting model"
~subject:"United States"
~subject:"Zustandsraummodell"
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Forecasting model
United States
Zustandsraummodell
Time series analysis
12
Zeitreihenanalyse
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Theorie
6
Theory
6
ARCH model
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ARCH-Modell
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Brunetti, Celso
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Busch, Thomas
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Hansen, Peter Reinhard
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Lunde, Asger
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Myhre Lildholt, Peter
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
43
Federal Reserve Bank of St. Louis
10
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6
Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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University of Canterbury / Dept. of Economics and Finance
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Christian-Albrechts-Universität zu Kiel
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Springer Fachmedien Wiesbaden
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Springer International Publishing
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Testing the martingale restriction for option implied densities
Busch, Thomas
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contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
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2
Time series modelling of daily log-price ranges for SF/USD and USD/GBP
Brunetti, Celso
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719176
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3
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
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